-10.9%
CTSH vs MNST
+80.0%
-91.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.4% |
| 7D | -2.7% | -6.5% | +3.8% | -0.7% |
| 30D | +12.4% | -7.2% | +19.6% | +14.9% |
| 3M | +17.4% | -1.0% | +18.4% | +17.5% |
| 6M | -3.1% | +11.5% | -14.6% | -6.8% |
| YTD | -23.6% | +14.3% | -37.9% | -27.4% |
| 1Y | -10.8% | +38.1% | -48.9% | -21.6% |
| 3Y | -8.3% | +55.0% | -63.3% | -23.7% |
| All | -10.9% | +80.0% | -91.0% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MNST.
Daily Out/Under-Performance
Portfolio return minus MNST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MNST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling